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subject:"Risk"
~isPartOf:"Finance and stochastics"
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~subject:"Stochastischer Prozess"
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Björk, Tomas
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Finance and stochastics
SSE EFI working paper series in economics and finance
5
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Research paper / Ekonomiska Forskningsinstitutet vid Handelshögskolan i Stockholm
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Rotman School of Management working paper / University of Toronto Rotman School of Management
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ECONIS (ZBW)
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A note on Wick products and the fractional Black-Scholes model
Björk, Tomas
;
Hult, Henrik
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 197-209
Persistent link: https://www.econbiz.de/10002747154
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2
On the construction of finite dimensional realizations for nonlinear forward rate models
Björk, Tomas
;
Landén, Camilla
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 303-331
Persistent link: https://www.econbiz.de/10001680671
Saved in:
3
Minimal realizations of interest rate models
Björk, Tomas
;
Gombani, Andrea
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 413-432
Persistent link: https://www.econbiz.de/10001412162
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